How to stop a sub which calls upon multiple subs - vba

Question

I have been creating a tool which extracts data from other Excel files and does various types of analysis. Because of these numerous different analyses, I have had to create multiple subs which are then all called upon in a "master" sub, which is activated when the user presses a button.
The issue I'm having is with error handling to stop the macro when there's an issue or when the user is trying to stop the code themselves - e.g. a pop-up box appears with a "continue or stop" type scenario. However, I can't work out how to make the macros stop! Using Exit Sub doesn't work because the master sub will then just jump to the next sub in the queue.
See example below - the user presses the button to activate master_sub. If within the sub1 stage the user selects "No" or "Cancel" in a MsgBox, sub1 will end (if using Exit Sub) but master_sub will then just go on to sub2 and sub3. How do I make master_sub stop based upon an input/action within sub1?
Sub sub1()
Dim MyMsg as Variant
MyMsg = msgbox("Do you wish to continue?", vbYesNo)
If MyMsg = 7 then 'If user clicks "No"
Exit Sub
Else
'Do stuff
End if
End Sub
Sub sub2()
'More stuff
End Sub
Sub sub3()
'Other stuff
End Sub
master_sub()
call sub1
call sub2
call sub3
End Sub

Answer 1

Instead of using Exit Sub Throw a custom exception and catch it in your master_sub.
Something like
Sub sub1()
Dim MyMsg as Variant
MyMsg = msgbox("Do you wish to continue?", vbYesNo)
If MyMsg = 7 then 'If user clicks "No"
Throw new MyException
Else
'Do stuff
End if
End Sub
master_sub()
Try
call sub1
call sub2
call sub3
Catch ex as MyException
'Do something if you want
End Try
End Sub

Answer 2

The "how does master_sub" detect when one of the child methods has been cancelled can be solved like this:
Sub master_sub()
Dim result As Boolean
result = Sub1()
If (result = False) Then
Exit Sub
End If
result = Sub2()
If (result = False) Then
Exit Sub
End If
result = Sub3()
If (result = False) Then
Exit Sub
End If
End Sub
Function Sub1() As Boolean
Return True
End Function
Function Sub2() As Boolean
Return False
End Function
Function Sub3() As Boolean
Return True
End Function
I've kept it very simple, but basically by changing from a Sub to a Function you can have each method return a value and decide in your main routine (master_sub) what to do depending on the value returned.